Testing for a Deterministic Trend When There is Evidence of Unit Root
From MaRDI portal
Publication:4928528
DOI10.2202/1941-1928.1013zbMath1266.91081OpenAlexW3023846649MaRDI QIDQ4928528
Manuel Gómez-Zaldívar, Daniel Ventosa-Santaulària
Publication date: 14 June 2013
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1941-1928.1013
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)
This page was built for publication: Testing for a Deterministic Trend When There is Evidence of Unit Root
